Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
BB.Length.Bollinger.bands.to.Enter and BB.Number.of.SDs.to.Enter

BEST PARAMETERS
BB.Length.Bollinger.bands.to.Enter = 20
BB.Number.of.SDs.to.Enter = 2.5
Profit account= 93 (per day adjusted to desire% DD )
Activity = 5.71 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for BB.Length.Bollinger.bands.to.Enter = 20 and BB.Number.of.SDs.to.Enter = 2.5

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
110 77679.30 861.18 10354.38 5 540 381 -34.5 20 2.5 GBPJPY 34.51460 28.9732461 8691.9738 22506.2148 26.1341587 0.6270466 No
210 81564.84 861.27 18311.94 7 340 253 -61.0 20 2.5 USDCHF 61.03980 16.3827535 4914.8261 13362.5667 15.5149567 0.3947659 No
60 70022.81 861.00 23833.88 6 481 338 -79.4 20 2.5 EURJPY 79.44627 12.5871239 3776.1372 8813.8578 10.2367687 0.5586527 No
160 152931.36 874.71 59744.45 7 631 451 -199.1 20 2.5 NZDUSD 199.14817 5.0213869 1506.4161 7679.2753 8.7792243 0.7213819 No
135 73936.65 852.00 32948.74 6 400 300 -109.8 20 2.5 GBPUSD 109.82913 9.1050523 2731.5157 6731.9706 7.9013740 0.4694836 No
10 141625.64 869.07 68979.40 7 567 414 -229.9 20 2.5 AUDUSD 229.93133 4.3491245 1304.7374 6159.4754 7.0874330 0.6524216 No
235 127975.08 868.37 87163.04 7 445 311 -290.5 20 2.5 USDJPY 290.54347 3.4418258 1032.5477 4404.6793 5.0723532 0.5124544 No
185 147471.03 846.74 120307.56 9 257 186 -401.0 20 2.5 USDCAD 401.02520 2.4936089 748.0827 3677.3507 4.3429514 0.3035170 Yes
35 15717.22 845.32 14249.83 6 161 121 -47.5 20 2.5 EURGBP 47.49943 21.0528827 6315.8648 3308.9279 3.9144086 0.1904604 No
260 589184.30 873.89 578151.14 10 829 589 -1927.2 20 2.5 XAUUSD 1927.17047 0.5188955 155.6686 3057.2506 3.4984387 0.9486320 Yes
85 715481.75 858.42 2820299.70 11 343 226 -9401.0 20 2.5 EURUSD 9400.99900 0.1063717 31.9115 761.0699 0.8865939 0.3995713 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.15
8 Profit.Take.Extension.Factor..PTEF.. 0.15
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 1 hour
15 BLAI.length 12
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 15 minutes
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 25
27 BB.Exit.number.of.SDs 1